-91.6%
NXTC vs SPY
+79.8%
-171.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -8.9% |
| 7D | -6.8% | -2.0% | -4.8% | -5.2% |
| 30D | +8.6% | -1.7% | +10.3% | +10.4% |
| 3M | +227.8% | +4.7% | +223.1% | +219.0% |
| 6M | -42.5% | +12.5% | -55.0% | -46.7% |
| YTD | -48.5% | +11.7% | -60.2% | -52.2% |
| 1Y | +33.2% | +17.5% | +15.7% | +19.9% |
| 3Y | -57.4% | +76.6% | -134.0% | -72.2% |
| 5Y | -91.6% | +82.0% | -173.6% | -94.6% |
| All | -91.6% | +79.8% | -171.3% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling